If you're asking what Java is then I recommend http://java.com/en/download/whatis_java.jsp.
A Java Applet Plug-in allows Java to be executed from your browser (http://www.oracle.com/technetwork/java/index-jsp-141438.html).
Hopefully this provides some help.
The Java applet plug-in has been removed from Safari, as Apple is continuing the process of distancing itself from Java that it began more than a year ago. If you need to use Java applets on a web site, click the box on that site that says "Missing plug-in" and you should be taken to Oracle's site, where you can download it. Alternately, you could just install Java 7 from Oracle's site.
Note that using Java in your web browser is a HUGE security risk, and I don't advise it unless you absolutely must use it and are willing to take special precautions. See Using Java in Mac OS X.